+499.7%
FICO vs STT
+204.5%
+295.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -2.5% | +1.5% | -0.1% |
| 30D | +3.3% | -5.0% | +8.3% | +5.2% |
| 3M | -31.7% | -10.5% | -21.3% | -28.8% |
| 6M | -34.0% | +10.0% | -44.0% | -37.4% |
| YTD | -58.3% | +30.7% | -89.0% | -63.5% |
| 1Y | -57.9% | +43.8% | -101.7% | -64.7% |
| 3Y | -24.1% | +168.1% | -192.1% | -51.6% |
| 5Y | +85.3% | +101.4% | -16.1% | +28.5% |
| All | +499.7% | +204.5% | +295.1% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling